A panel bootstrap cointegration test
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Recommendations
- Bootstrap tests for time varying cointegration
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
- Panel cointegration testing in the presence of a time trend
- Bootstrap unit root tests in panels with cross-sectional dependency
- A sieve bootstrap test for cointegration in a conditional error correction model
- The power of bootstrap based tests for parameters in cointegrating regressions
- New Simple Tests for Panel Cointegration
- Bootstrapping cointegrating regressions
Cites work
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- A Sieve Bootstrap For The Test Of A Unit Root
- A residual-based test of the null of cointegration in panel data
- Bootstrap Unit Root Tests
- Bootstrap unit root tests in panels with cross-sectional dependency
- On bootstrap inference in cointegrating regressions
- Reducing the size distortions of the panel LM test for cointegration
Cited in
(17)- Insurance and real output: the key role of banking activities
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
- Micro versus macro cointegration in heterogeneous panels
- A sieve bootstrap test for cointegration in a conditional error correction model
- Panel cointegration testing in the presence of a time trend
- New Simple Tests for Panel Cointegration
- Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates
- Bootstrap sequential tests to determine the order of integration of individual units in a time series panel
- FDI inflows-economic globalization nexus in ASEAN countries: the panel bootstrap causality test based on wavelet decomposition
- A simple sieve bootstrap range test for poolability in dependent cointegrated panels
- Some cautions on the use of panel methods for integrated series of macroeconomic data
- Reducing the size distortions of the panel LM test for cointegration
- The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration
- Small sample testing for cointegration using the bootstrap approach
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap
- A Meta Analytic Approach to Testing for Panel Cointegration
- Cross-sectional correlation robust tests for panel cointegration
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